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Subject Item
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Rob Hyndman Rob J. Hyndman
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Robin John Hyndman (né le 2 mai 1967) est un statisticien australien connu pour ses travaux sur les prévisions et les séries chronologiques. Il est professeur de statistique à l'Université Monash. Il a reçu la médaille Moran et la médaille Pitman pour ses travaux théoriques et méthodologiques qui portent sur les probabilités appliquées, les séries chronologiques, l'inférence statistique, la prévision, l'estimation non paramétrique et les graphiques statistiques. Robin John Hyndman FAA FASSA (born 2 May 1967) is an Australian statistician known for his work on forecasting and time series. He is Professor of Statistics at Monash University and was Editor-in-Chief of the International Journal of Forecasting from 2005–2018. In 2007 he won the Moran Medal from the Australian Academy of Science for his contributions to statistical research. In 2021 he won the from the Statistical Society of Australia.
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Rob J. Hyndman
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Rob J. Hyndman
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1967-05-02
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Continuous-Time Threshold Autoregressive Modelling
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1992
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1967-05-02
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Forecasting research
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dbo:abstract
Robin John Hyndman (né le 2 mai 1967) est un statisticien australien connu pour ses travaux sur les prévisions et les séries chronologiques. Il est professeur de statistique à l'Université Monash. Il a reçu la médaille Moran et la médaille Pitman pour ses travaux théoriques et méthodologiques qui portent sur les probabilités appliquées, les séries chronologiques, l'inférence statistique, la prévision, l'estimation non paramétrique et les graphiques statistiques. Robin John Hyndman FAA FASSA (born 2 May 1967) is an Australian statistician known for his work on forecasting and time series. He is Professor of Statistics at Monash University and was Editor-in-Chief of the International Journal of Forecasting from 2005–2018. In 2007 he won the Moran Medal from the Australian Academy of Science for his contributions to statistical research. In 2021 he won the from the Statistical Society of Australia. Hyndman is co-creator and proponent of the scale-independent forecast error measurement metric mean absolute scaled error (MASE). Common metrics of forecast error, such as mean absolute error, geometric mean absolute error, and mean squared error, have shortcomings related to dependence on scale of data and/or handling zeros and negative values within the data. Hyndman's MASE metric resolves these and can be used under any forecast generation method. It allows for comparison between models due to its scale-free property. Hyndman studied statistics and mathematics at the University of Melbourne, where he earned a Bachelor of Science with first class honours and a PhD. He was elected Fellow of the Academy of the Social Sciences in Australia in 2020, and Fellow of the Australian Academy of Science in 2021.
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Peter J. Brockwell Gary K. Grunwald
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